#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Times;
namespace Cephei.QL.Termstructures
{
    /// <summary> 
	/// ! This abstract class defines the interface of concrete interest rate structures which will be derived from this one.  \ingroup yieldtermstructures  \test observability against evaluation date changes is checked.
	/// </summary>
    [Guid ("6C8080FB-8A4C-4788-922C-839B309B9ACE"),ComVisible(true)]
	public interface IYieldTermStructure : Cephei.QL.ITermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<DateTime> JumpDates {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> JumpTimes {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Discount(Double t, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Discount(DateTime d, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ForwardRate(Double t1, Double t2, QL.CompoundingEnum comp, Microsoft.FSharp.Core.FSharpOption<QL.Times.FrequencyEnum> freq, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ForwardRate(DateTime d, Cephei.QL.Times.IPeriod p, Cephei.QL.Times.IDayCounter resultDayCounter, QL.CompoundingEnum comp, Microsoft.FSharp.Core.FSharpOption<QL.Times.FrequencyEnum> freq, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ForwardRate(DateTime d1, DateTime d2, Cephei.QL.Times.IDayCounter resultDayCounter, QL.CompoundingEnum comp, Microsoft.FSharp.Core.FSharpOption<QL.Times.FrequencyEnum> freq, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ZeroRate(Double t, QL.CompoundingEnum comp, Microsoft.FSharp.Core.FSharpOption<QL.Times.FrequencyEnum> freq, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ZeroRate(DateTime d, Cephei.QL.Times.IDayCounter resultDayCounter, QL.CompoundingEnum comp, Microsoft.FSharp.Core.FSharpOption<QL.Times.FrequencyEnum> freq, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 IYieldTermStructure Update {get;}
    }   

    /// <summary> 
	/// ! This abstract class defines the interface of concrete interest rate structures which will be derived from this one.  \ingroup yieldtermstructures  \test observability against evaluation date changes is checked. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IYieldTermStructure_Factory : INativeCollection_Factory<IYieldTermStructure>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary>
        /// Create a hybrid Vector of IYieldTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new Vector&ltIYieldTermStructure&gt</returns>
        IVector<IYieldTermStructure> CreateVector();
        /// <summary>
        /// Create a hybrid Vector of ICell of IYieldTermStructure, with event notification of changes
        /// </summary>
        /// <returns>a new ICell&ltIVector&ltI&ltIYieldTermStructure&gt&gt&gt</returns>
        ICoCell<IVector<ICoCell<IYieldTermStructure>>> CreateCellVector();
        IVector<IYieldTermStructure> CreateVector (IEnumerable<IYieldTermStructure> source);
        ICoCell<IVector<ICoCell<IYieldTermStructure>>> CreateCellVector (IEnumerable<ICoCell<IYieldTermStructure>> source);
    }
}

